- Function GMP::Stochastic::BendersFindFeasibilityReference(GMP, stage, scenario)
GMP::Stochastic::BendersFindFeasibilityReference
The function GMP::Stochastic::BendersFindFeasibilityReference
returns the reference to the (feasibility) generated math program
belonging to a node in the scenario tree. This generated math program
represents the Benders feasibility problem for a stage and for some
representive scenario in the scenario tree of a stochastic mathematical
program.
GMP::Stochastic::BendersFindFeasibilityReference(
GMP, ! (input) a generated mathematical program
stage, ! (input) a scalar reference
scenario ! (input) a scenario
)
Arguments
- GMP
An element in the set
AllGeneratedMathematicalPrograms
.- stage
An integer scalar reference to a stage.
- scenario
An element in the set
AllStochasticScenarios
.
Return Value
An element in the set
AllGeneratedMathematicalPrograms
.
Note
The function
GMP::Stochastic::CreateBendersRootproblem
creates all Benders feasibility problems for all nodes in the scenario tree, and must be called before callingGMP::Stochastic::BendersFindReference
.The GMP should correspond to a root node, i.e., be created by using the function
GMP::Stochastic::CreateBendersRootproblem
.
See also
The routines GMP::Instance::GenerateStochasticProgram
, GMP::Stochastic::BendersFindReference
and GMP::Stochastic::CreateBendersRootproblem
.